Expert: Algorithmic Bollinger Bands SBER Symbol: ENQH20 (Futures e-mini NASDAQ-100)Period: M10 (2019.12.13 - 2020.01.25)
24 January 2020, 16:05
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372
Strategy Tester Report |
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AMPGlobalUSA-Demo (Build 2280) |
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Settings
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| Expert: | Algorithmic Bollinger Bands SBER | |||||||||||
| Symbol: | ENQH20 | |||||||||||
| Period: | M10 (2019.12.13 - 2020.01.25) | |||||||||||
| Inputs: | MaximumRisk=0.98 | |||||||||||
| InpStd=70 | ||||||||||||
| InpChannelPeriod=200 | ||||||||||||
| Stop4buy=0.5 | ||||||||||||
| Stop4short=0.5 | ||||||||||||
| ShortUse=false | ||||||||||||
| BuyUse=true | ||||||||||||
| MinBars=200 | ||||||||||||
| MinLotUse=true | ||||||||||||
| Broker: | AMP Global Clearing LLC | |||||||||||
| Currency: | USD | |||||||||||
| Initial Deposit: | 10 000.00 | |||||||||||
| Leverage: | 1:1 | |||||||||||
Results
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| History Quality: | 100% real ticks | |||||||||||
| Bars: | 3801 | Ticks: | 13720050 | Symbols: | 1 | |||||||
| Total Net Profit: | 11 951.00 | Balance Drawdown Absolute: | 2.00 | Equity Drawdown Absolute: | 31.00 | |||||||
| Gross Profit: | 18 137.00 | Balance Drawdown Maximal: | 1 870.00 (12.91%) | Equity Drawdown Maximal: | 3 242.00 (20.45%) | |||||||
| Gross Loss: | -6 186.00 | Balance Drawdown Relative: | 12.91% (1 870.00) | Equity Drawdown Relative: | 20.45% (3 242.00) | |||||||
| Profit Factor: | 2.93 | Expected Payoff: | 459.65 | Margin Level: | 1993.80% | |||||||
| Recovery Factor: | 3.69 | Sharpe Ratio: | 0.43 | Z-Score: | 0.64 (47.78%) | |||||||
| AHPR: | 1.0336 (3.36%) | LR Correlation: | 0.96 | OnTester result: | 0 | |||||||
| GHPR: | 1.0307 (3.07%) | LR Standard Error: | 979.74 | |||||||||
| Total Trades: | 26 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 26 (53.85%) | |||||||
| Total Deals: | 52 | Profit Trades (% of total): | 14 (53.85%) | Loss Trades (% of total): | 12 (46.15%) | |||||||
| Largest profit trade: | 2 643.00 | Largest loss trade: | -1 247.00 | |||||||||
| Average profit trade: | 1 295.50 | Average loss trade: | -515.50 | |||||||||
| Maximum consecutive wins ($): | 5 (2 595.00) | Maximum consecutive losses ($): | 2 (-1 864.00) | |||||||||
| Maximal consecutive profit (count): | 4 756.00 (2) | Maximal consecutive loss (count): | -1 864.00 (2) | |||||||||
| Average consecutive wins: | 2 | Average consecutive losses: | 2 | |||||||||
